An activity I did with my kids for the pronunciation of H was two parts. First, you must introduce how to make the H sound. I told them all to take a deep breath and make the huuuh sound. Then I did a dictation (student to student) with sentences like, "Hi, how are you?" "Happy hippopotamuses eat huge hamburgers." etc. Then I played a game where the class was divided into two teams, and played a game where one child was at the board from each team. Teammates had to yell out the word and the first one to write it correctly gained a point. The cards read hit/it, hat/at, ham/am, heel/eel, heat/eat, hill/ill, hi/I, etc. So the pronunciation was important.

This can obviously be adapted for th sounds. it's very important you exaggerate the sounds tho, and assure them it's fine to do so. With the h sounds, I gave my students the example that whenever I speak french, I never pronouce the letter h when it's at the beginning of a word. I said "i" or "allo" instead of "hi" or "hello." They have to be conscious of it. Tell them that in English they ALWAYS (with the exception of hour and honest) pronounce the h.